Vishal, quoting from your comment:
I have just installed SFTP on both the servers and the SFTP endpoint is configured as a load balanced set on Azure under the same cloud service and availability set. However, when I use SFTP and upload a file it only uploads on one of the 2 servers and does not synchronise.
That's exactly how load balancing works. Load balancing is not mirroring. The load balance will balance the load by routing some incoming connections to one of your SFTP servers and some other incoming connections to your other SFTP server, but each client connection will be handled by one and only one of your SFTP servers.
Now, if what you want to achieve is to have the same data (the same files) on both, then what you need is some sort of replication/mirroring. If you are running an SFTP server that supports scripting and event-handling you may write your own scripts to copy every uploaded file to the other server as they are received by each server.
But even the above is not the solution I would recommend. The best solution would be for both of your SFTP servers to share the same back-end storage. You can do that in Azure by deploying your own DFS volume and sharing it with both SFTP servers, so that both actually read/write from/to the same volume.